SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Oct-2016

Day Change Summary
	Previous	Current
	21-Oct-2016	24-Oct-2016	Change	Change %	Previous Week
Open	212.96	215.00	2.04	1.0%	213.09
High	214.08	215.32	1.24	0.6%	214.64
Low	212.76	214.48	1.72	0.8%	212.17
Close	213.98	214.89	0.91	0.4%	213.98
Range	1.32	0.84	-0.48	-36.4%	2.47
ATR	1.82	1.78	-0.03	-1.9%	0.00
Volume	89,089,000	60,146,500	-28,942,500	-32.5%	364,393,200

Daily Pivots for day following 24-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	217.42	216.99	215.35
R3	216.58	216.15	215.12
R2	215.74	215.74	215.04
R1	215.31	215.31	214.97	215.11
PP	214.90	214.90	214.90	214.79
S1	214.47	214.47	214.81	214.27
S2	214.06	214.06	214.74
S3	213.22	213.63	214.66
S4	212.38	212.79	214.43

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.01	219.96	215.34
R3	218.54	217.49	214.66
R2	216.07	216.07	214.43
R1	215.02	215.02	214.21	215.55
PP	213.60	213.60	213.60	213.86
S1	212.55	212.55	213.75	213.08
S2	211.13	211.13	213.53
S3	208.66	210.08	213.30
S4	206.19	207.61	212.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	215.32	212.76	2.56	1.2%	1.13	0.5%	83%	True	False	73,252,820
10	215.74	211.21	4.53	2.1%	1.54	0.7%	81%	False	False	82,347,618
20	217.12	211.21	5.91	2.8%	1.61	0.8%	62%	False	False	85,765,729
40	219.22	211.21	8.01	3.7%	1.70	0.8%	46%	False	False	95,533,602
60	219.60	211.21	8.39	3.9%	1.54	0.7%	44%	False	False	85,452,646
80	219.60	207.06	12.54	5.8%	1.51	0.7%	62%	False	False	84,695,138
100	219.60	198.65	20.95	9.7%	1.63	0.8%	78%	False	False	92,732,476
120	219.60	198.65	20.95	9.7%	1.65	0.8%	78%	False	False	91,499,470

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	218.89
2.618	217.52
1.618	216.68
1.000	216.16
0.618	215.84
HIGH	215.32
0.618	215.00
0.500	214.90
0.382	214.80
LOW	214.48
0.618	213.96
1.000	213.64
1.618	213.12
2.618	212.28
4.250	210.91

Fisher Pivots for day following 24-Oct-2016
Pivot	1 day	3 day
R1	214.90	214.61
PP	214.90	214.32
S1	214.89	214.04

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols